+225.9%
WELL vs RJF
+81.1%
+144.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.4% |
| 7D | +0.1% | +3.6% | -3.5% | -0.7% |
| 30D | +5.7% | +7.2% | -1.6% | +4.0% |
| 3M | +4.6% | -6.5% | +11.1% | +6.1% |
| 6M | +11.9% | +10.3% | +1.5% | +9.0% |
| YTD | +33.6% | +6.5% | +27.1% | +30.5% |
| 1Y | +29.8% | +6.1% | +23.6% | +26.7% |
| 3Y | +202.2% | +74.9% | +127.3% | +148.2% |
| All | +225.9% | +81.1% | +144.8% | +153.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded RJF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling